Sufficiently informative measurements for stability of approximate conditional mean estimates

TL;DRAbstract

This paper establishes sufficient conditions to bound the error in perturbed conditional mean estimates derived from a perturbed model (only the scalar case is shown in this paper but a similar result is expected to hold for the vector case). The results established here extend recent stability results on approximating information state filter recursions to stability results on the approximate conditional mean estimates. The presented filter stability results provide bounds for a wide variety of model error situations.

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